The association between coffee intake and bone mineral density (BMD) remains a subject of debate in epidemiological research. Furthermore, the potential relationship between BMD and urine caffeine or caffeine metabolites has not yet been explored. Therefore, the present study aimed to investigate the possible association between BMD and urine caffeine and its metabolites in U.S. adults. We employed multivariate linear and logistic regression models to analyze the relationship between urine caffeine and caffeine metabolites and lumbar BMD using data from the National Health and Nutrition Examination Survey (NHANES) from 2009 to 2014. Additionally, fitted smoothing curves and generalized additive models were used. After adjusting for several factors, we found no significant association between urine caffeine and its metabolites and BMD. However, subgroup analyses stratified by gender and ethnicity showed that the relationship between urine caffeine and its metabolites and lumbar BMD remained consistent. Our investigation revealed that the inflection points for the U-shaped relationship between urinary theophylline and paraxanthine and BMD were observed at levels of 0.006 mmol/L for theophylline and 0.052 mmol/L for paraxanthine. In this cross-sectional study, we found no significant correlation between urine caffeine and its metabolites and BMD. However, more research is required to confirm our findings, as well as to investigate the underlying mechanisms.